Transactions of the Institute of Systems, Control and Information Engineers
Online ISSN : 2185-811X
Print ISSN : 1342-5668
ISSN-L : 1342-5668
A Parallel Primal-Dual Interior Point Method for Multi-Period and Multi-Facility Production Planning Problems
Eiki YAMAKAWAGenichi EMOTO
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2003 Volume 16 Issue 7 Pages 356-365

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Abstract

A parallel implementation of a primal-dual interior point method is presented for multi-period and multi-facility production planning problems with nonlinear constraints. Exploiting the nested primal block-angular structure of the problem, the system of linear equations for calculating the search direction is decomposed into independent systems of linear equations and another system of linear equations which can be solved efficiently owing to the staircase structure of the coupling constraints. Computational experiments on the parallel computer VPP800 shows that the proposed method is very efficient for large-scale multi-period and multi-facility production planning problems.

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